As per GitLab 9.0 LFS is supported in GEO
Page https://docs.gitlab.com/ee/gitlab-geo/ says that in GitLab Geo, Git LFS is not supported yet.
However, https://docs.gitlab.com/ee/gitlab-geo/faq.html says that "We currently replicate project repositories, LFS objects and the whole database"."
As per @stanhu 9.0 supports LFS.